Details about Min Seong Kim

Access statistics for papers by Min Seong Kim.

Last updated 2023-02-24. Update your information in the RePEc Author Service.

Short-id: pki328

Working Papers

2024

1. Improved Inference for Interactive Fixed Effects Model under Cross-Sectional Dependence
   Working papers, University of Connecticut, Department of Economics
2. Policy Analysis Using Multilevel Regression Models with Group Interactive Fixed Effects
   Working papers, University of Connecticut, Department of Economics

2022

3. Bootstrap Inference Under Cross Sectional Dependence
   Working papers, University of Connecticut, Department of Economics

2021

4. Robust Inference for Diffusion-Index Forecasts with Cross-Sectionally Dependent Data
   Working papers, University of Connecticut, Department of Economics View citations (2)

2012

5. Asymptotic F Test in a GMM Framework with Cross Sectional Dependence
   Working Papers, Toronto Metropolitan University, Department of Economics View citations (1)

2011

6. Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects
   Working Papers, Toronto Metropolitan University, Department of Economics View citations (1)
   See also Journal Article Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects, Journal of Econometrics, Elsevier (2013) View citations (37) (2013)

2009

7. k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models
   University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego View citations (1)

Journal Articles

2013

1. Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects
   Journal of Econometrics, 2013, 177, (1), 85-108 View citations (37)
   See also Working Paper Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects, Working Papers (2011) View citations (1) (2011)

2012

2. Simple and powerful GMM over-identification tests with accurate size
   Journal of Econometrics, 2012, 166, (2), 267-281 View citations (17)

2011

3. Spatial heteroskedasticity and autocorrelation consistent estimation of covariance matrix
   Journal of Econometrics, 2011, 160, (2), 349-371 View citations (41)